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math.PR2021★ 1 cited
Conditional Non-Lattice Integration, Pricing and Superhedging
Christian Bender, Sebastian E. Ferrando, Alfredo L. Gonzalez
Closely motivated by financial considerations, we develop an integration theory which is not classical i.e. it is not necessarily associated to a measure. The base space, denoted b…
math.PR2014
Trajectory Based Models, Arbitrage and Continuity
Alexander Alvarez, Sebastian Ferrando
The paper develops no arbitrage results for trajectory based models by imposing general constraints on the trading portfolios. The main condition imposed, in order to avoid arbitra…